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AVSG.L vs. IQSS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVSG.L vs. IQSS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L). The values are adjusted to include any dividend payments, if applicable.

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AVSG.L vs. IQSS.L - Yearly Performance Comparison


Different Trading Currencies

AVSG.L is traded in USD, while IQSS.L is traded in GBp. To make them comparable, the IQSS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AVSG.L achieves a 9.76% return, which is significantly higher than IQSS.L's 0.26% return.


AVSG.L

1D
1.34%
1M
-1.97%
YTD
9.76%
6M
15.22%
1Y
30.04%
3Y*
5Y*
10Y*

IQSS.L

1D
3.22%
1M
-3.60%
YTD
0.26%
6M
5.34%
1Y
24.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVSG.L vs. IQSS.L - Expense Ratio Comparison

AVSG.L has a 0.39% expense ratio, which is lower than IQSS.L's 0.60% expense ratio.


Return for Risk

AVSG.L vs. IQSS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVSG.L
AVSG.L Risk / Return Rank: 8989
Overall Rank
AVSG.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AVSG.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVSG.L Omega Ratio Rank: 8686
Omega Ratio Rank
AVSG.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
AVSG.L Martin Ratio Rank: 9494
Martin Ratio Rank

IQSS.L
IQSS.L Risk / Return Rank: 7979
Overall Rank
IQSS.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IQSS.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IQSS.L Omega Ratio Rank: 7272
Omega Ratio Rank
IQSS.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
IQSS.L Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVSG.L vs. IQSS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AVSG.LIQSS.LDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.49

+0.30

Sortino ratio

Return per unit of downside risk

2.31

2.11

+0.19

Omega ratio

Gain probability vs. loss probability

1.35

1.30

+0.06

Calmar ratio

Return relative to maximum drawdown

4.33

2.68

+1.66

Martin ratio

Return relative to average drawdown

14.82

11.08

+3.74

AVSG.L vs. IQSS.L - Sharpe Ratio Comparison

The current AVSG.L Sharpe Ratio is 1.79, which is comparable to the IQSS.L Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of AVSG.L and IQSS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVSG.LIQSS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.49

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.00

-0.20

Correlation

The correlation between AVSG.L and IQSS.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AVSG.L vs. IQSS.L - Dividend Comparison

Neither AVSG.L nor IQSS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AVSG.L vs. IQSS.L - Drawdown Comparison

The maximum AVSG.L drawdown since its inception was -21.38%, which is greater than IQSS.L's maximum drawdown of -17.15%. Use the drawdown chart below to compare losses from any high point for AVSG.L and IQSS.L.


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Drawdown Indicators


AVSG.LIQSS.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.38%

-18.91%

-2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-10.21%

-2.30%

Current Drawdown

Current decline from peak

-2.42%

-3.48%

+1.06%

Average Drawdown

Average peak-to-trough decline

-4.44%

-3.08%

-1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.78%

+0.24%

Volatility

AVSG.L vs. IQSS.L - Volatility Comparison

The current volatility for Avantis Global Small Cap Value UCITS ETF USD Acc (AVSG.L) is 5.37%, while Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) has a volatility of 5.76%. This indicates that AVSG.L experiences smaller price fluctuations and is considered to be less risky than IQSS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVSG.LIQSS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

5.76%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

9.50%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

16.35%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

15.33%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

15.33%

+1.11%